 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Tue December 12, 2000 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan01 |
001212 |
508.00 |
513.00 |
506.50 |
507.25 |
-3.75 |
25,989 |
73,560 |
-748 |
Mar01 |
001212 |
517.00 |
521.00 |
515.00 |
515.50 |
-3.50 |
10,239 |
50,315 |
+1,412 |
May01 |
001212 |
520.50 |
525.00 |
520.00 |
520.75 |
-3.25 |
3,263 |
23,004 |
-132 |
Jul01 |
001212 |
527.00 |
531.00 |
525.50 |
526.00 |
-2.50 |
3,008 |
26,840 |
+202 |
Aug01 |
001212 |
528.00 |
529.00 |
525.00 |
525.25 |
-3.75 |
83 |
1,346 |
-27 |
Sep01 |
001212 |
526.00 |
526.00 |
520.00 |
520.00 |
-4.50 |
23 |
597 |
-7 |
Nov01 |
001212 |
525.50 |
528.50 |
522.00 |
522.00 |
-3.50 |
555 |
9,373 |
+236 |
Total Volume and Open Interest |
43,161 |
185,079 |
+941 |
Soybean Meal(CBOT) |
Dec00 |
001212 |
191.20 |
193.50 |
191.00 |
193.40 |
+2.00 |
3,586 |
5,109 |
-1,235 |
Jan01 |
001212 |
189.50 |
191.50 |
188.80 |
190.30 |
+0.50 |
9,475 |
46,545 |
-569 |
Mar01 |
001212 |
186.70 |
188.70 |
186.30 |
186.70 |
-0.60 |
5,052 |
40,922 |
+667 |
May01 |
001212 |
182.00 |
184.70 |
182.00 |
182.60 |
-1.00 |
1,368 |
18,902 |
+188 |
Jul01 |
001212 |
181.00 |
182.90 |
180.50 |
180.90 |
-1.00 |
1,034 |
11,885 |
+20 |
Aug01 |
001212 |
178.00 |
180.00 |
178.00 |
178.20 |
-0.80 |
25 |
3,317 |
-12 |
Sep01 |
001212 |
177.50 |
178.30 |
177.00 |
177.50 |
-1.50 |
61 |
1,882 |
-7 |
Oct01 |
001212 |
174.00 |
176.50 |
173.50 |
173.80 |
-0.30 |
4 |
814 |
+3 |
Total Volume and Open Interest |
20,832 |
132,064 |
-897 |
Soybean Oil(CBOT) |
Dec00 |
001212 |
14.90 |
14.90 |
14.70 |
14.72 |
-0.09 |
123 |
386 |
-46 |
Jan01 |
001212 |
15.08 |
15.10 |
14.87 |
14.91 |
-0.12 |
5,406 |
37,843 |
-2,344 |
Mar01 |
001212 |
15.48 |
15.51 |
15.26 |
15.32 |
-0.12 |
3,202 |
48,703 |
+378 |
May01 |
001212 |
15.95 |
15.95 |
15.71 |
15.72 |
-0.13 |
939 |
15,225 |
-513 |
Jul01 |
001212 |
16.28 |
16.29 |
16.11 |
16.12 |
-0.15 |
1,058 |
12,105 |
+141 |
Aug01 |
001212 |
16.43 |
16.43 |
16.21 |
16.23 |
-0.14 |
0 |
2,623 |
+0 |
Sep01 |
001212 |
16.59 |
16.59 |
16.36 |
16.36 |
-0.11 |
1 |
2,330 |
+0 |
Oct01 |
001212 |
16.66 |
16.66 |
16.66 |
16.66 |
-0.09 |
7 |
2,353 |
+3 |
Total Volume and Open Interest |
10,924 |
128,270 |
-2,324 |
Canola(WCE) |
Jan01 |
001212 |
269.8 |
270.3 |
269.0 |
269.7 |
+0.1 |
6,091 |
27,937 |
-1,157 |
Mar01 |
001212 |
275.3 |
276.1 |
275.0 |
275.6 |
+0.3 |
2,988 |
27,971 |
-267 |
May01 |
001212 |
280.2 |
281.3 |
280.2 |
280.6 |
-0.6 |
205 |
3,383 |
+105 |
Jul01 |
001212 |
286.6 |
286.9 |
285.9 |
286.4 |
-0.2 |
230 |
4,380 |
+140 |
Aug01 |
001212 |
285.5 |
285.5 |
285.5 |
285.5 |
unch |
0 |
58 |
+0 |
Total Volume and Open Interest |
9,519 |
65,472 |
-1,179 |
Corn(CBOT) |
Dec00 |
001212 |
207.00 |
207.00 |
205.75 |
206.75 |
-0.25 |
1,819 |
5,557 |
-1,176 |
Jan01 |
001212 |
208.50 |
208.75 |
208.00 |
208.25 |
-0.75 |
619 |
2,774 |
-134 |
Mar01 |
001212 |
216.75 |
216.75 |
215.75 |
216.25 |
-0.75 |
30,647 |
241,865 |
-2,702 |
May01 |
001212 |
224.75 |
225.00 |
223.75 |
224.50 |
-0.50 |
4,446 |
59,948 |
+365 |
Jul01 |
001212 |
232.50 |
232.50 |
231.50 |
232.50 |
-0.25 |
2,165 |
58,833 |
+70 |
Sep01 |
001212 |
239.50 |
240.00 |
239.50 |
239.50 |
-0.25 |
202 |
7,207 |
+200 |
Total Volume and Open Interest |
43,452 |
412,173 |
-2,481 |
Wheat(CBOT) |
Dec00 |
001212 |
255.50 |
258.50 |
254.50 |
254.50 |
-0.50 |
944 |
1,089 |
+204 |
Mar01 |
001212 |
271.50 |
275.00 |
269.75 |
270.50 |
-0.25 |
9,870 |
96,665 |
-289 |
May01 |
001212 |
283.50 |
285.75 |
281.00 |
281.25 |
-1.00 |
890 |
9,908 |
+51 |
Jul01 |
001212 |
293.00 |
296.00 |
290.50 |
291.75 |
-0.50 |
1,009 |
22,094 |
-235 |
Sep01 |
001212 |
301.50 |
301.50 |
301.00 |
301.25 |
-0.75 |
11 |
1,125 |
+10 |
Total Volume and Open Interest |
12,739 |
133,932 |
-241 |
Wheat(KCBT) |
Dec00 |
001212 |
305.00 |
307.25 |
302.50 |
302.50 |
-2.25 |
132 |
98 |
-200 |
Mar01 |
001212 |
318.50 |
320.50 |
315.50 |
316.00 |
-1.25 |
3,230 |
52,213 |
-1,127 |
May01 |
001212 |
328.00 |
329.25 |
325.00 |
325.00 |
-1.00 |
272 |
5,022 |
-60 |
Jul01 |
001212 |
335.00 |
337.75 |
333.50 |
333.50 |
-0.75 |
707 |
9,429 |
-73 |
Sep01 |
001212 |
342.00 |
344.50 |
341.00 |
341.00 |
-1.00 |
5 |
359 |
+1 |
Total Volume and Open Interest |
4,346 |
67,239 |
-1,459 |
Wheat(MGE) |
Dec00 |
001212 |
314.00 |
314.00 |
314.00 |
314.00 |
unch |
0 |
6 |
+0 |
Mar01 |
001212 |
323.50 |
325.00 |
320.50 |
321.00 |
-1.25 |
1,719 |
17,356 |
+359 |
May01 |
001212 |
331.25 |
333.50 |
330.25 |
330.50 |
unch |
234 |
3,331 |
+115 |
Jul01 |
001212 |
340.00 |
341.00 |
337.50 |
337.75 |
unch |
32 |
2,190 |
+13 |
Sep01 |
001212 |
347.25 |
348.00 |
345.50 |
345.75 |
+0.25 |
0 |
666 |
+0 |
Total Volume and Open Interest |
1,985 |
23,756 |
+487 |
Oats(CBOT) |
Dec00 |
001212 |
102.25 |
102.25 |
102.00 |
102.00 |
+1.00 |
64 |
28 |
-42 |
Mar01 |
001212 |
110.75 |
110.75 |
109.75 |
110.00 |
unch |
406 |
10,808 |
+40 |
May01 |
001212 |
116.50 |
116.50 |
116.00 |
116.00 |
unch |
164 |
1,248 |
+23 |
Jul01 |
001212 |
121.50 |
122.25 |
121.50 |
121.50 |
-0.25 |
34 |
886 |
+34 |
Total Volume and Open Interest |
857 |
14,178 |
+108 |
Rough Rice(CBOT) |
Jan01 |
001212 |
6.23 |
6.23 |
6.18 |
6.19 |
-0.04 |
231 |
3,015 |
-110 |
Mar01 |
001212 |
6.48 |
6.49 |
6.46 |
6.46 |
-0.04 |
133 |
1,682 |
+27 |
May01 |
001212 |
6.72 |
6.72 |
6.71 |
6.71 |
-0.03 |
29 |
593 |
+12 |
Jul01 |
001212 |
6.92 |
6.92 |
6.92 |
6.92 |
-0.02 |
0 |
558 |
+0 |
Total Volume and Open Interest |
393 |
6,069 |
-71 |
Live Cattle(CME) |
Dec00 |
001212 |
76.400 |
76.800 |
75.975 |
76.725 |
+0.250 |
2,754 |
13,696 |
-890 |
Feb01 |
001212 |
76.900 |
77.600 |
76.500 |
77.500 |
+0.500 |
5,510 |
66,193 |
-36 |
Apr01 |
001212 |
77.650 |
78.250 |
77.350 |
78.225 |
+0.575 |
1,328 |
28,958 |
+16 |
Jun01 |
001212 |
73.550 |
74.250 |
73.450 |
74.200 |
+0.500 |
874 |
9,976 |
+122 |
Aug01 |
001212 |
73.650 |
74.300 |
73.500 |
74.175 |
+0.475 |
305 |
9,675 |
-13 |
Oct01 |
001212 |
75.100 |
75.725 |
75.050 |
75.725 |
+0.475 |
139 |
2,325 |
+93 |
Total Volume and Open Interest |
11,053 |
131,432 |
-650 |
Feeder Cattle(CME) |
Jan01 |
001212 |
91.200 |
91.450 |
90.750 |
91.325 |
+0.250 |
894 |
8,672 |
+118 |
Mar01 |
001212 |
90.150 |
90.400 |
89.675 |
90.375 |
+0.150 |
684 |
5,083 |
+79 |
Apr01 |
001212 |
89.600 |
89.950 |
89.200 |
89.950 |
+0.225 |
139 |
1,899 |
+32 |
May01 |
001212 |
88.950 |
89.200 |
88.500 |
89.200 |
+0.225 |
46 |
1,871 |
+30 |
Aug01 |
001212 |
88.750 |
89.400 |
88.750 |
89.325 |
+0.325 |
14 |
907 |
+5 |
Sep01 |
001212 |
88.900 |
89.225 |
88.750 |
89.225 |
+0.300 |
0 |
201 |
+0 |
Oct01 |
001212 |
88.750 |
89.225 |
88.650 |
89.225 |
+0.150 |
1 |
98 |
+1 |
Total Volume and Open Interest |
1,780 |
18,790 |
+266 |
Lean Hogs(CME) |
Dec00 |
001212 |
57.800 |
58.050 |
57.600 |
57.875 |
+0.150 |
2,918 |
6,702 |
-1,010 |
Feb01 |
001212 |
59.100 |
59.150 |
58.450 |
58.800 |
-0.375 |
4,673 |
28,672 |
+333 |
Apr01 |
001212 |
58.250 |
58.350 |
57.825 |
58.125 |
-0.400 |
714 |
5,967 |
+67 |
Jun01 |
001212 |
63.800 |
63.875 |
63.350 |
63.850 |
-0.150 |
321 |
4,226 |
+189 |
Jul01 |
001212 |
61.750 |
61.850 |
61.300 |
61.350 |
-0.525 |
56 |
1,232 |
+29 |
Aug01 |
001212 |
59.550 |
59.650 |
59.400 |
59.500 |
-0.325 |
52 |
610 |
+22 |
Oct01 |
001212 |
51.500 |
51.750 |
51.300 |
51.300 |
-0.500 |
15 |
1,060 |
+6 |
Dec01 |
001212 |
48.400 |
48.500 |
48.400 |
48.500 |
-0.150 |
5 |
999 |
+4 |
Total Volume and Open Interest |
8,754 |
49,498 |
-360 |
Pork Bellies(CME) |
Feb01 |
001212 |
69.500 |
69.500 |
68.025 |
68.200 |
-1.150 |
1,081 |
2,162 |
+74 |
Mar01 |
001212 |
68.600 |
68.950 |
68.050 |
68.250 |
-1.050 |
125 |
158 |
+19 |
May01 |
001212 |
69.850 |
69.850 |
69.500 |
69.500 |
-0.450 |
36 |
136 |
+5 |
Jul01 |
001212 |
70.150 |
70.500 |
69.850 |
69.850 |
-1.225 |
15 |
59 |
-1 |
Aug01 |
001212 |
69.800 |
69.800 |
69.800 |
69.800 |
-1.500 |
3 |
28 |
+1 |
Total Volume and Open Interest |
1,260 |
2,543 |
+98 |
Cocoa(NYBOT) |
Dec00 |
001212 |
697 |
697 |
674 |
674 |
-22 |
7 |
8 |
-3 |
Mar01 |
001212 |
715 |
719 |
707 |
716 |
-3 |
1,431 |
48,019 |
+178 |
May01 |
001212 |
738 |
740 |
727 |
736 |
-5 |
480 |
18,361 |
+107 |
Jul01 |
001212 |
760 |
760 |
753 |
758 |
-5 |
361 |
14,675 |
-107 |
Sep01 |
001212 |
781 |
782 |
776 |
779 |
-5 |
0 |
11,603 |
+0 |
Dec01 |
001212 |
808 |
809 |
805 |
809 |
-5 |
32 |
13,045 |
+0 |
Mar02 |
001212 |
837 |
838 |
836 |
837 |
-7 |
25 |
11,747 |
-5 |
Total Volume and Open Interest |
2,724 |
138,464 |
+316 |
Coffee "C"(NYBOT) |
Dec00 |
001212 |
64.00 |
64.20 |
64.00 |
64.20 |
+0.10 |
114 |
544 |
-35 |
Mar01 |
001212 |
67.50 |
69.10 |
67.50 |
68.25 |
-0.10 |
4,771 |
30,697 |
-487 |
May01 |
001212 |
71.00 |
72.20 |
70.80 |
71.30 |
-0.10 |
695 |
6,396 |
+215 |
Jul01 |
001212 |
74.25 |
75.20 |
74.20 |
74.40 |
unch |
175 |
2,794 |
+4 |
Sep01 |
001212 |
77.25 |
78.15 |
77.25 |
77.35 |
-0.05 |
16 |
2,658 |
-3 |
Dec01 |
001212 |
81.90 |
82.25 |
81.60 |
81.60 |
-0.10 |
61 |
1,927 |
+3 |
Total Volume and Open Interest |
5,847 |
45,073 |
-293 |
Orange Juice(NYBOT) |
Jan01 |
001212 |
86.00 |
86.40 |
83.10 |
83.25 |
-0.95 |
2,104 |
13,932 |
-1,682 |
Mar01 |
001212 |
90.50 |
90.50 |
86.80 |
87.15 |
-1.15 |
2,137 |
13,912 |
+1,285 |
May01 |
001212 |
92.15 |
92.15 |
89.35 |
89.80 |
-0.90 |
59 |
2,156 |
+28 |
Jul01 |
001212 |
93.50 |
93.50 |
91.50 |
92.00 |
-0.80 |
12 |
755 |
+11 |
Sep01 |
001212 |
94.25 |
94.25 |
94.25 |
94.25 |
-1.25 |
0 |
326 |
+0 |
Total Volume and Open Interest |
4,312 |
31,529 |
-358 |
Sugar #11(NYBOT) |
Mar01 |
001212 |
9.73 |
9.75 |
9.63 |
9.65 |
-0.05 |
9,037 |
70,226 |
+370 |
May01 |
001212 |
9.22 |
9.29 |
9.19 |
9.20 |
-0.05 |
1,118 |
18,381 |
+11 |
Jul01 |
001212 |
8.63 |
8.69 |
8.63 |
8.63 |
-0.05 |
758 |
23,189 |
-134 |
Oct01 |
001212 |
8.24 |
8.27 |
8.24 |
8.25 |
-0.01 |
281 |
20,315 |
-51 |
Mar02 |
001212 |
8.19 |
8.19 |
8.15 |
8.15 |
-0.01 |
80 |
8,748 |
+6 |
Total Volume and Open Interest |
11,294 |
143,395 |
+222 |
London Cocoa(LCE) |
Dec00 |
001212 |
534 |
537 |
533 |
534 |
-4 |
3,911 |
13,944 |
-3,097 |
Mar01 |
001212 |
553 |
555 |
550 |
553 |
-2 |
3,860 |
60,030 |
+48 |
May01 |
001212 |
566 |
567 |
560 |
565 |
-2 |
1,043 |
32,878 |
+872 |
Jul01 |
001212 |
580 |
581 |
576 |
578 |
-3 |
504 |
15,518 |
+325 |
Sep01 |
001212 |
594 |
594 |
586 |
592 |
-3 |
536 |
22,091 |
+343 |
Dec01 |
001212 |
619 |
619 |
615 |
615 |
-4 |
27 |
9,198 |
+2 |
Mar02 |
001212 |
640 |
640 |
634 |
636 |
-5 |
657 |
18,066 |
+255 |
Total Volume and Open Interest |
10,972 |
191,259 |
-1,150 |
London Coffee(LCE) |
Jan01 |
001212 |
600.00 |
608.00 |
597.00 |
608.00 |
+8.00 |
1,503 |
24,358 |
-112 |
Mar01 |
001212 |
621.00 |
629.00 |
618.00 |
628.00 |
+6.00 |
1,992 |
18,835 |
-270 |
May01 |
001212 |
647.00 |
650.00 |
640.00 |
650.00 |
+4.00 |
275 |
7,854 |
+26 |
Jul01 |
001212 |
665.00 |
671.00 |
665.00 |
671.00 |
+2.00 |
43 |
3,526 |
+1 |
Sep01 |
001212 |
689.00 |
693.00 |
687.00 |
693.00 |
+2.00 |
38 |
1,963 |
-2 |
Nov01 |
001212 |
708.00 |
717.00 |
708.00 |
717.00 |
+2.00 |
25 |
3,768 |
-9 |
Total Volume and Open Interest |
3,910 |
60,781 |
-333 |
London Sugar(LCE) |
Dec00 |
001115 |
225.50 |
233.60 |
224.60 |
225.00 |
-0.30 |
902 |
2,074 |
-764 |
Mar01 |
001212 |
244.40 |
244.40 |
242.00 |
242.40 |
-0.70 |
1,016 |
23,375 |
+141 |
May01 |
001212 |
239.90 |
240.00 |
238.90 |
238.90 |
-0.60 |
281 |
4,502 |
-63 |
Aug01 |
001212 |
236.00 |
236.50 |
235.10 |
235.10 |
-0.70 |
67 |
6,891 |
-2 |
Oct01 |
001212 |
229.40 |
229.50 |
227.80 |
227.80 |
-0.70 |
25 |
2,496 |
+10 |
Total Volume and Open Interest |
1,407 |
38,576 |
+84 |
Cotton(NYBOT) |
Mar01 |
001212 |
66.60 |
66.65 |
65.57 |
65.59 |
-1.83 |
2,664 |
34,667 |
-65 |
May01 |
001212 |
68.40 |
68.40 |
67.35 |
67.38 |
-1.71 |
583 |
13,099 |
-13 |
Jul01 |
001212 |
69.44 |
69.44 |
68.56 |
68.56 |
-1.44 |
446 |
7,219 |
+41 |
Oct01 |
001212 |
66.12 |
66.12 |
65.60 |
65.60 |
-0.80 |
70 |
820 |
+29 |
Dec01 |
001212 |
65.30 |
65.30 |
64.80 |
64.90 |
-0.67 |
303 |
6,930 |
+81 |
Mar02 |
001212 |
66.05 |
66.05 |
66.05 |
66.05 |
-0.70 |
8 |
96 |
+3 |
Total Volume and Open Interest |
9,080 |
62,968 |
+81 |
Lumber(CME) |
Jan01 |
001212 |
218.0 |
220.0 |
217.1 |
218.1 |
-2.2 |
426 |
2,017 |
-142 |
Mar01 |
001212 |
230.5 |
231.0 |
228.5 |
230.0 |
-1.0 |
212 |
1,423 |
+8 |
May01 |
001212 |
236.6 |
237.6 |
235.7 |
237.2 |
-0.1 |
68 |
680 |
+21 |
Jul01 |
001212 |
244.9 |
247.4 |
243.5 |
245.2 |
+1.0 |
36 |
192 |
+23 |
Total Volume and Open Interest |
742 |
4,356 |
-90 |
Crude Oil(NYM) |
Jan01 |
001212 |
29.60 |
29.74 |
28.95 |
29.68 |
+0.18 |
77,299 |
82,188 |
-11,407 |
Feb01 |
001212 |
29.07 |
29.20 |
28.40 |
29.10 |
+0.06 |
47,220 |
71,899 |
+4,769 |
Mar01 |
001212 |
28.60 |
28.60 |
28.00 |
28.57 |
unch |
11,125 |
35,257 |
-555 |
Apr01 |
001212 |
28.10 |
28.14 |
27.65 |
28.14 |
-0.02 |
1,656 |
25,121 |
-784 |
May01 |
001212 |
27.80 |
27.80 |
27.35 |
27.75 |
-0.02 |
1,355 |
17,373 |
+457 |
Jun01 |
001212 |
27.35 |
27.40 |
27.00 |
27.40 |
-0.04 |
2,771 |
29,723 |
-241 |
Jul01 |
001212 |
26.92 |
27.08 |
26.92 |
27.08 |
-0.06 |
633 |
12,112 |
+89 |
Aug01 |
001212 |
26.45 |
26.78 |
26.45 |
26.78 |
-0.08 |
114 |
10,850 |
+4 |
Sep01 |
001212 |
26.20 |
26.50 |
26.20 |
26.50 |
-0.10 |
165 |
11,701 |
-73 |
Oct01 |
001212 |
25.85 |
26.24 |
25.85 |
26.24 |
-0.11 |
563 |
8,362 |
-249 |
Total Volume and Open Interest |
145,564 |
451,661 |
-7,686 |
Heating Oil(NYM) |
Jan01 |
001212 |
98.50 |
98.50 |
94.60 |
96.12 |
-2.15 |
26,410 |
46,184 |
-3,733 |
Feb01 |
001212 |
93.90 |
94.00 |
91.10 |
92.63 |
-1.99 |
12,666 |
35,913 |
+3,161 |
Mar01 |
001212 |
86.80 |
87.00 |
85.25 |
85.88 |
-1.49 |
3,923 |
18,281 |
-535 |
Apr01 |
001212 |
79.20 |
79.65 |
78.60 |
79.28 |
-1.09 |
997 |
10,388 |
-356 |
May01 |
001212 |
75.00 |
75.60 |
74.70 |
74.83 |
-0.84 |
490 |
6,619 |
+52 |
Jun01 |
001212 |
73.20 |
73.70 |
72.30 |
72.93 |
-0.84 |
164 |
5,968 |
-34 |
Jul01 |
001212 |
72.60 |
72.75 |
72.00 |
72.08 |
-0.84 |
125 |
3,584 |
+12 |
Aug01 |
001212 |
72.30 |
72.50 |
71.83 |
71.83 |
-0.84 |
28 |
3,802 |
+23 |
Sep01 |
001212 |
72.90 |
73.00 |
71.90 |
72.33 |
-0.84 |
633 |
2,476 |
+183 |
Oct01 |
001212 |
73.50 |
73.50 |
72.88 |
72.88 |
-0.74 |
23 |
1,361 |
+20 |
Total Volume and Open Interest |
46,078 |
142,761 |
-1,030 |
Unleaded Gas(NYM) |
Jan01 |
001212 |
76.90 |
76.90 |
75.00 |
76.53 |
-0.01 |
13,988 |
26,955 |
-212 |
Feb01 |
001212 |
77.20 |
77.55 |
75.70 |
77.30 |
-0.10 |
7,029 |
14,192 |
+1,524 |
Mar01 |
001212 |
76.90 |
78.00 |
76.90 |
77.92 |
-0.13 |
3,923 |
10,892 |
+1,283 |
Apr01 |
001212 |
82.70 |
83.37 |
82.40 |
83.37 |
-0.13 |
2,457 |
11,361 |
+631 |
May01 |
001212 |
82.40 |
82.90 |
82.40 |
82.90 |
-0.20 |
1,747 |
8,400 |
-216 |
Jun01 |
001212 |
82.35 |
82.35 |
81.50 |
82.07 |
-0.28 |
1,257 |
5,226 |
+137 |
Jul01 |
001212 |
80.40 |
80.77 |
80.40 |
80.77 |
-0.33 |
150 |
2,657 |
+50 |
Aug01 |
001212 |
78.70 |
78.92 |
78.70 |
78.92 |
-0.38 |
660 |
6,703 |
+345 |
Total Volume and Open Interest |
32,373 |
90,500 |
+3,983 |
Natural Gas(NYM) |
Jan01 |
001212 |
8.900 |
8.950 |
8.010 |
8.145 |
-1.268 |
17,827 |
49,985 |
-776 |
Feb01 |
001212 |
8.650 |
8.700 |
7.850 |
8.003 |
-1.111 |
8,712 |
35,292 |
+699 |
Mar01 |
001212 |
7.350 |
7.850 |
7.230 |
7.433 |
-0.751 |
4,477 |
36,403 |
-172 |
Apr01 |
001212 |
5.700 |
5.700 |
5.110 |
5.433 |
-0.507 |
3,074 |
24,502 |
+765 |
May01 |
001212 |
4.950 |
5.050 |
4.700 |
4.990 |
-0.280 |
1,265 |
21,084 |
+152 |
Jun01 |
001212 |
5.000 |
5.050 |
4.750 |
4.960 |
-0.265 |
818 |
15,759 |
+80 |
Jul01 |
001212 |
4.950 |
5.020 |
4.700 |
4.945 |
-0.260 |
894 |
12,032 |
+343 |
Aug01 |
001212 |
4.950 |
5.010 |
4.650 |
4.925 |
-0.260 |
162 |
13,960 |
+42 |
Total Volume and Open Interest |
39,640 |
388,028 |
+1,421 |
Brent Crude Oil(IPE) |
Jan01 |
001212 |
27.60 |
27.82 |
26.80 |
27.06 |
-0.48 |
20,971 |
24,890 |
-3,528 |
Feb01 |
001212 |
27.66 |
27.92 |
26.90 |
27.37 |
-0.09 |
22,861 |
73,322 |
-1,492 |
Mar01 |
001212 |
27.34 |
27.56 |
26.55 |
27.19 |
-0.04 |
11,068 |
58,117 |
+309 |
Apr01 |
001212 |
26.93 |
26.93 |
26.15 |
26.77 |
-0.10 |
4,449 |
36,103 |
-358 |
May01 |
001212 |
26.45 |
26.52 |
25.82 |
26.43 |
-0.12 |
874 |
10,984 |
-198 |
Jun01 |
001212 |
26.20 |
26.20 |
25.50 |
26.09 |
-0.17 |
1,109 |
18,389 |
-71 |
Jul01 |
001212 |
25.70 |
25.80 |
25.21 |
25.80 |
-0.19 |
3 |
10,491 |
-249 |
Aug01 |
001212 |
25.56 |
25.56 |
25.56 |
25.56 |
-0.17 |
3 |
10,431 |
+3 |
Total Volume and Open Interest |
62,565 |
289,062 |
-5,515 |
Gas Oil(IPE) |
Dec00 |
001212 |
263.75 |
265.25 |
260.00 |
260.00 |
unch |
16,593 |
7,314 |
-5,572 |
Jan01 |
001212 |
262.00 |
264.75 |
250.00 |
253.00 |
-6.25 |
20,805 |
30,013 |
-343 |
Feb01 |
001212 |
256.00 |
257.00 |
246.50 |
248.00 |
-4.25 |
4,828 |
14,620 |
+1,470 |
Mar01 |
001212 |
247.75 |
248.00 |
238.00 |
239.25 |
-4.25 |
907 |
9,334 |
-74 |
Apr01 |
001212 |
238.00 |
238.00 |
230.00 |
231.50 |
-3.25 |
1,243 |
6,371 |
+219 |
May01 |
001212 |
230.00 |
230.00 |
224.00 |
225.00 |
-2.75 |
285 |
2,031 |
+88 |
Jun01 |
001212 |
225.50 |
225.50 |
220.50 |
220.50 |
-3.00 |
1,775 |
14,024 |
-85 |
Jul01 |
001212 |
220.50 |
220.50 |
220.50 |
220.50 |
-2.00 |
25 |
4,349 |
+25 |
Total Volume and Open Interest |
46,475 |
96,969 |
-4,308 |
US Dollar Index(NYBOT) |
Dec00 |
001212 |
114.32 |
114.65 |
114.15 |
114.23 |
unch |
2,506 |
1,124 |
-2,244 |
Mar01 |
001212 |
114.10 |
114.47 |
113.62 |
114.01 |
-0.05 |
5,104 |
3,630 |
-3,476 |
Jun01 |
001212 |
113.84 |
113.84 |
113.84 |
113.84 |
-0.05 |
5,104 |
3,630 |
-3,476 |
Total Volume and Open Interest |
5,104 |
3,630 |
-3,476 |
Australian Dollar(IMM) |
Dec00 |
001212 |
54.28 |
54.28 |
53.97 |
54.16 |
+0.01 |
5,940 |
15,078 |
-3,550 |
Mar01 |
001212 |
54.27 |
54.29 |
53.95 |
54.21 |
+0.01 |
6,285 |
13,651 |
+4,178 |
Jun01 |
001212 |
54.26 |
54.26 |
54.25 |
54.26 |
+0.01 |
10 |
18 |
+2 |
Total Volume and Open Interest |
12,235 |
28,759 |
+630 |
British Pound(IMM) |
Dec00 |
001212 |
144.90 |
145.06 |
144.50 |
145.00 |
-0.76 |
8,568 |
24,769 |
-2,965 |
Mar01 |
001212 |
145.10 |
145.28 |
144.74 |
145.24 |
-0.76 |
7,889 |
15,305 |
+3,372 |
Jun01 |
001212 |
145.50 |
145.50 |
145.10 |
145.50 |
-0.76 |
0 |
2 |
+0 |
Total Volume and Open Interest |
16,461 |
40,083 |
+405 |
Canadian Dollar(IMM) |
Dec00 |
001212 |
65.49 |
65.68 |
65.38 |
65.45 |
-0.17 |
12,663 |
39,067 |
-4,266 |
Mar01 |
001212 |
65.61 |
65.79 |
65.51 |
65.58 |
-0.17 |
13,474 |
30,231 |
+8,385 |
Jun01 |
001212 |
65.65 |
65.85 |
65.65 |
65.69 |
-0.17 |
254 |
3,529 |
+78 |
Sep01 |
001212 |
65.75 |
65.95 |
65.75 |
65.79 |
-0.17 |
49 |
1,190 |
+8 |
Total Volume and Open Interest |
26,460 |
74,541 |
+4,202 |
Japanese Yen(IMM) |
Dec00 |
001212 |
89.82 |
89.90 |
89.58 |
89.82 |
-0.61 |
32,409 |
65,431 |
+96 |
Mar01 |
001212 |
91.15 |
91.22 |
90.90 |
91.14 |
-0.60 |
37,189 |
48,867 |
+23,061 |
Jun01 |
001212 |
92.32 |
92.44 |
92.32 |
92.44 |
-0.59 |
16 |
38 |
+0 |
Total Volume and Open Interest |
69,689 |
114,507 |
+23,173 |
Swiss Franc(IMM) |
Dec00 |
001212 |
58.42 |
58.45 |
58.25 |
58.43 |
-0.01 |
24,787 |
39,023 |
-4,067 |
Mar01 |
001212 |
58.91 |
58.91 |
58.70 |
58.89 |
unch |
16,653 |
25,871 |
+10,820 |
Jun01 |
001212 |
59.29 |
59.29 |
59.28 |
59.29 |
unch |
0 |
19 |
+0 |
Total Volume and Open Interest |
41,440 |
64,914 |
+6,753 |
EuroFX(IMM) |
Dec00 |
001212 |
87.85 |
88.06 |
87.56 |
88.05 |
+0.30 |
15,365 |
63,300 |
-8,629 |
Mar01 |
001212 |
88.22 |
88.43 |
87.90 |
88.40 |
+0.30 |
17,235 |
31,941 |
+10,409 |
Jun01 |
001212 |
88.40 |
88.70 |
88.40 |
88.70 |
+0.30 |
136 |
256 |
+63 |
Total Volume and Open Interest |
32,736 |
95,892 |
+1,843 |
Mexican Peso(IMM) |
Dec00 |
001212 |
10560.0 |
10560.0 |
10510.0 |
10528.0 |
-37.0 |
10,860 |
12,698 |
-1,043 |
Mar01 |
001212 |
10300.0 |
10300.0 |
10220.0 |
10243.0 |
-52.0 |
13,204 |
15,900 |
+3,054 |
Total Volume and Open Interest |
24,066 |
33,325 |
+2,010 |
30-Year T-Bonds(CBOT) |
Dec00 |
001212 |
103~04 |
103~14 |
102~28 |
103~13 |
+0~05 |
2,552 |
48,436 |
-2,213 |
Mar01 |
001212 |
103~09 |
103~16 |
102~28 |
103~13 |
+0~03 |
74,743 |
393,261 |
-2,282 |
Jun01 |
001212 |
103~12 |
103~12 |
103~12 |
103~12 |
+0~04 |
46 |
1,141 |
+40 |
Total Volume and Open Interest |
77,351 |
443,152 |
-4,445 |
Municipal Bonds(CBOT) |
Dec00 |
001212 |
101~26 |
102~02 |
101~25 |
102~02 |
+0~01 |
1,110 |
10,720 |
-845 |
Mar01 |
001212 |
101~15 |
101~19 |
101~08 |
101~18 |
unch |
1,610 |
7,735 |
+321 |
Total Volume and Open Interest |
2,720 |
18,455 |
-524 |
10-Year T-Notes(CBOT) |
Dec00 |
001212 |
103~030 |
103~085 |
102~315 |
103~085 |
+0~035 |
4,607 |
10,664 |
-3,637 |
Mar01 |
001212 |
103~095 |
103~175 |
103~045 |
103~160 |
+0~045 |
60,839 |
479,705 |
-4,382 |
Total Volume and Open Interest |
65,450 |
492,773 |
-7,906 |
5-Year T-Notes(CBOT) |
Dec00 |
001212 |
102~065 |
102~110 |
102~045 |
102~110 |
+0~015 |
9,771 |
55,738 |
-2,773 |
Mar01 |
001212 |
102~070 |
102~125 |
102~040 |
102~120 |
+0~015 |
28,150 |
333,776 |
+1,113 |
Jun01 |
001212 |
102~230 |
102~230 |
102~230 |
102~230 |
+0~015 |
0 |
5 |
+0 |
Total Volume and Open Interest |
37,921 |
389,519 |
-1,660 |
2 Year T-Notes(CBOT) |
Dec00 |
001212 |
100~088 |
100~093 |
100~088 |
100~093 |
unch |
0 |
707 |
+0 |
Mar01 |
001212 |
101~002 |
101~005 |
100~121 |
101~005 |
unch |
3,270 |
75,568 |
+422 |
Total Volume and Open Interest |
3,270 |
76,275 |
+422 |
3-Mth T-Bills(IMM) |
Mar01 |
001212 |
94.33 |
94.33 |
94.32 |
94.33 |
0.00 |
21 |
1,567 |
+0 |
Total Volume and Open Interest |
94 |
2,716 |
-21 |
Eurodollars(IMM) |
Dec00 |
001212 |
93.412 |
93.415 |
93.408 |
93.412 |
unch |
32,902 |
456,271 |
-1,435 |
Mar01 |
001212 |
93.775 |
93.795 |
93.760 |
93.790 |
+0.010 |
44,167 |
560,540 |
-5,031 |
Jun01 |
001212 |
93.975 |
93.990 |
93.955 |
93.985 |
unch |
45,860 |
417,813 |
-2,294 |
Sep01 |
001212 |
94.065 |
94.090 |
94.050 |
94.085 |
unch |
40,307 |
466,649 |
+2,254 |
Dec01 |
001212 |
94.000 |
94.020 |
93.980 |
94.020 |
unch |
16,156 |
303,037 |
-2,562 |
Mar02 |
001212 |
94.070 |
94.080 |
94.040 |
94.080 |
unch |
16,846 |
245,031 |
+3,224 |
Jun02 |
001212 |
94.010 |
94.025 |
93.985 |
94.025 |
-0.010 |
21,434 |
165,942 |
-2,837 |
Sep02 |
001212 |
93.960 |
93.980 |
93.940 |
93.980 |
-0.010 |
14,347 |
124,071 |
+1,076 |
Dec02 |
001212 |
93.855 |
93.865 |
93.825 |
93.865 |
-0.015 |
5,614 |
96,765 |
+1,356 |
Mar03 |
001212 |
93.890 |
93.900 |
93.860 |
93.900 |
-0.015 |
5,905 |
81,136 |
-465 |
Jun03 |
001212 |
93.860 |
93.870 |
93.830 |
93.870 |
-0.015 |
4,845 |
65,182 |
+1,500 |
Sep03 |
001212 |
93.830 |
93.840 |
93.800 |
93.840 |
-0.015 |
4,482 |
62,228 |
+754 |
Total Volume and Open Interest |
290,616 |
3,465,559 |
-1,129 |
3-Mth Euro-Yen(IMM) |
Dec00 |
001212 |
99.42 |
99.43 |
99.42 |
99.42 |
+0.04 |
1,735 |
23,257 |
+1,743 |
Mar01 |
001212 |
99.51 |
99.51 |
99.51 |
99.51 |
+0.02 |
294 |
25,401 |
-866 |
Jun01 |
001212 |
99.56 |
99.56 |
99.54 |
99.56 |
+0.02 |
275 |
9,823 |
-1,510 |
Sep01 |
001212 |
99.52 |
99.52 |
99.51 |
99.51 |
+0.01 |
46 |
11,000 |
+123 |
Dec01 |
001212 |
99.43 |
99.43 |
99.43 |
99.43 |
+0.02 |
0 |
6,131 |
+0 |
Mar02 |
001212 |
99.39 |
99.40 |
99.39 |
99.39 |
unch |
129 |
3,058 |
-131 |
Jun02 |
001212 |
99.35 |
99.35 |
99.35 |
99.35 |
unch |
0 |
1,030 |
-1 |
Sep02 |
001212 |
99.24 |
99.24 |
99.24 |
99.24 |
unch |
0 |
867 |
+0 |
Dec02 |
001212 |
99.08 |
99.08 |
99.08 |
99.08 |
unch |
0 |
32 |
+0 |
Mar03 |
001212 |
99.05 |
99.05 |
99.05 |
99.05 |
unch |
|
|
|
Total Volume and Open Interest |
2,479 |
80,599 |
-642 |
3-Mth Euro-Yen(SIMEX) |
Mar01 |
001212 |
99.48 |
99.52 |
99.47 |
99.51 |
+0.02 |
0 |
100,327 |
+2,413 |
Jun01 |
001212 |
99.53 |
99.56 |
99.53 |
99.55 |
+0.01 |
0 |
85,983 |
+328 |
Sep01 |
001212 |
99.50 |
99.53 |
99.50 |
99.52 |
+0.02 |
0 |
66,194 |
-439 |
Dec01 |
001212 |
99.42 |
99.43 |
99.41 |
99.43 |
+0.02 |
0 |
29,894 |
+232 |
Mar02 |
001212 |
99.39 |
99.40 |
99.39 |
99.40 |
+0.01 |
0 |
15,657 |
-155 |
Jun02 |
001212 |
99.32 |
99.36 |
99.32 |
99.35 |
+0.02 |
0 |
8,682 |
+491 |
Sep02 |
001212 |
99.25 |
99.25 |
99.25 |
99.25 |
+0.03 |
0 |
5,938 |
+50 |
Dec02 |
001212 |
99.11 |
99.11 |
99.11 |
99.11 |
+0.01 |
0 |
825 |
+0 |
Total Volume and Open Interest |
0 |
411,717 |
+828 |
German Euro-Bund(EUREX) |
Mar01 |
001212 |
107.57 |
107.58 |
107.30 |
107.52 |
-0.11 |
307,548 |
0 |
-689,636 |
Jun01 |
001212 |
107.27 |
107.27 |
107.22 |
107.24 |
-0.13 |
1,512 |
0 |
-5,587 |
Sep01 |
001212 |
107.09 |
107.09 |
107.09 |
107.09 |
-0.11 |
|
|
|
Total Volume and Open Interest |
|
|
|
German Euro-Bobl(EUREX) |
Mar01 |
001212 |
104.79 |
104.86 |
104.70 |
104.85 |
+0.03 |
160,528 |
385,323 |
+4,815 |
Jun01 |
001212 |
104.78 |
104.80 |
104.75 |
104.78 |
+0.04 |
846 |
2,560 |
+156 |
Sep01 |
001212 |
104.64 |
104.64 |
104.64 |
104.64 |
+0.03 |
|
|
|
Total Volume and Open Interest |
161,374 |
387,883 |
|
Long Gilt(LIFFE) |
Dec00 |
001212 |
115~15 |
115~18 |
115~04 |
115~11 |
-0~07 |
1,841 |
6,940 |
-1,137 |
Mar01 |
001212 |
115~05 |
115~07 |
114~24 |
115~01 |
-0~06 |
20,433 |
76,799 |
-215 |
Total Volume and Open Interest |
22,274 |
83,739 |
-1,352 |
3-Mth Short Sterling(LIFFE) |
Dec00 |
001212 |
93.99 |
94.00 |
93.99 |
94.00 |
unch |
5,847 |
151,694 |
-1,031 |
Mar01 |
001212 |
94.18 |
94.19 |
94.15 |
94.17 |
-0.01 |
13,484 |
192,463 |
-3,216 |
Jun01 |
001212 |
94.33 |
94.35 |
94.31 |
94.32 |
-0.01 |
12,751 |
159,565 |
+3,966 |
Total Volume and Open Interest |
57,234 |
893,752 |
-25 |
3-Mth Euribor(LIFFE) |
Dec00 |
001212 |
95.035 |
95.035 |
95.020 |
95.035 |
unch |
29,808 |
260,118 |
-8,270 |
Mar01 |
001212 |
95.100 |
95.105 |
95.070 |
95.105 |
+0.005 |
52,867 |
314,788 |
+3,340 |
Jun01 |
001212 |
95.205 |
95.210 |
95.175 |
95.205 |
unch |
32,192 |
251,161 |
+4,782 |
Total Volume and Open Interest |
198,199 |
1,500,123 |
-2,777 |
3-Mth Aus T-Bills(SFE) |
Dec00 |
001207 |
93.80 |
93.84 |
93.80 |
93.82 |
+0.02 |
15,219 |
147,664 |
+0 |
Mar01 |
001212 |
94.07 |
94.10 |
94.07 |
94.10 |
+0.01 |
10,138 |
169,306 |
-26,372 |
Jun01 |
001212 |
94.21 |
94.22 |
94.19 |
94.22 |
-0.01 |
3,746 |
52,676 |
+1,681 |
Sep01 |
001212 |
94.31 |
94.31 |
94.27 |
94.30 |
-0.01 |
1,582 |
26,289 |
+464 |
Dec01 |
001212 |
94.29 |
94.32 |
94.29 |
94.32 |
unch |
375 |
14,161 |
-158 |
Mar02 |
001212 |
94.28 |
94.28 |
94.28 |
94.28 |
-0.01 |
210 |
10,045 |
+375 |
Jun02 |
001212 |
94.19 |
94.20 |
94.17 |
94.20 |
unch |
75 |
6,179 |
+100 |
Sep02 |
001212 |
94.11 |
94.12 |
94.09 |
94.12 |
+0.01 |
403 |
5,678 |
+261 |
Dec02 |
001212 |
94.03 |
94.04 |
94.02 |
94.04 |
unch |
535 |
3,019 |
+443 |
Mar03 |
001212 |
93.98 |
93.98 |
93.98 |
93.98 |
+0.01 |
461 |
1,631 |
+309 |
Total Volume and Open Interest |
17,980 |
293,194 |
+0 |
10-Year Aus T-Bonds(SFE) |
Dec00 |
001212 |
94.36 |
94.40 |
94.36 |
94.39 |
+0.03 |
4,378 |
179,619 |
-4,325 |
Mar01 |
001212 |
94.39 |
94.42 |
94.39 |
94.41 |
+0.02 |
10,062 |
15,232 |
+7,542 |
Total Volume and Open Interest |
6,451 |
194,851 |
+3,217 |
3-Year Aus T-Bonds(SFE) |
Dec00 |
001212 |
94.55 |
94.56 |
94.53 |
94.56 |
+0.01 |
3,812 |
532,169 |
-15,764 |
Mar01 |
001212 |
94.60 |
94.64 |
94.59 |
94.63 |
+0.01 |
810 |
46,989 |
+20,106 |
Total Volume and Open Interest |
4,622 |
579,158 |
+0 |
Gold(CMX) |
Dec00 |
001212 |
270.3 |
270.3 |
269.5 |
270.3 |
+0.1 |
120 |
284 |
-12 |
Feb01 |
001212 |
273.4 |
273.9 |
272.5 |
273.2 |
+0.1 |
20,089 |
71,414 |
+1 |
Apr01 |
001212 |
276.4 |
276.4 |
275.0 |
275.7 |
+0.1 |
82 |
7,082 |
-12 |
Jun01 |
001212 |
278.3 |
278.3 |
277.9 |
278.2 |
+0.1 |
181 |
12,240 |
+60 |
Aug01 |
001212 |
280.4 |
280.4 |
280.4 |
280.4 |
+0.1 |
0 |
3,231 |
-1 |
Oct01 |
001212 |
282.4 |
282.4 |
282.4 |
282.4 |
+0.1 |
0 |
693 |
+0 |
Total Volume and Open Interest |
20,669 |
111,584 |
+42 |
Silver(CMX) |
Dec00 |
001212 |
467.5 |
467.5 |
466.0 |
466.0 |
+0.4 |
49 |
704 |
-19 |
Mar01 |
001212 |
473.0 |
478.0 |
472.5 |
473.5 |
+0.2 |
4,743 |
57,419 |
-26 |
May01 |
001212 |
478.5 |
478.5 |
477.0 |
477.6 |
+0.2 |
15 |
2,227 |
+3 |
Jul01 |
001212 |
482.0 |
482.0 |
482.0 |
482.0 |
+0.2 |
3 |
3,718 |
+1 |
Sep01 |
001212 |
486.4 |
486.4 |
486.4 |
486.4 |
+0.2 |
0 |
3,085 |
+0 |
Total Volume and Open Interest |
4,818 |
74,579 |
-47 |
Platinum(NYM) |
Jan01 |
001212 |
618.1 |
622.0 |
615.0 |
619.6 |
+5.5 |
709 |
7,893 |
-67 |
Apr01 |
001212 |
610.0 |
610.6 |
608.0 |
610.6 |
+5.5 |
335 |
923 |
+220 |
Total Volume and Open Interest |
1,044 |
8,826 |
+153 |
Palladium(NYME) |
Dec00 |
001212 |
940.00 |
940.00 |
931.15 |
931.15 |
+12.10 |
0 |
10 |
+0 |
Mar01 |
001212 |
940.00 |
949.00 |
919.00 |
931.15 |
+12.10 |
89 |
1,740 |
+43 |
Jun01 |
001212 |
926.15 |
926.15 |
926.15 |
926.15 |
+12.10 |
0 |
136 |
+0 |
Total Volume and Open Interest |
89 |
1,886 |
+43 |
Copper(CMX) |
Dec00 |
001212 |
88.60 |
88.60 |
87.85 |
88.35 |
-0.60 |
1,327 |
4,942 |
-498 |
Mar01 |
001212 |
88.80 |
88.90 |
87.90 |
88.50 |
-0.65 |
9,052 |
31,724 |
-720 |
May01 |
001212 |
88.15 |
88.45 |
87.80 |
88.10 |
-0.55 |
106 |
3,835 |
+24 |
Jul01 |
001212 |
88.10 |
88.35 |
87.50 |
87.90 |
-0.55 |
785 |
5,252 |
+439 |
Sep01 |
001212 |
88.00 |
88.00 |
87.50 |
87.75 |
-0.55 |
4 |
2,328 |
+0 |
Total Volume and Open Interest |
12,549 |
70,560 |
-736 |
DJIA Index(CBOT) |
Dec00 |
001212 |
10715 |
10850 |
10700 |
10809 |
+74 |
2,127 |
14,221 |
-548 |
Mar01 |
001212 |
10856 |
11000 |
10840 |
10950 |
+75 |
9,298 |
11,469 |
+1,265 |
Jun01 |
001212 |
10915 |
11087 |
10915 |
11087 |
+75 |
0 |
11 |
-2 |
Sep01 |
001212 |
11223 |
11223 |
11223 |
11223 |
+75 |
0 |
1 |
+0 |
Total Volume and Open Interest |
11,425 |
25,709 |
+715 |
S & P 500(CME) |
Dec00 |
001212 |
1376.00 |
1381.50 |
1371.00 |
1378.90 |
-3.60 |
96,838 |
185,435 |
-27,708 |
Mar01 |
001212 |
1396.50 |
1402.00 |
1391.00 |
1399.30 |
-3.70 |
109,579 |
343,443 |
+34,766 |
Jun01 |
001212 |
1418.70 |
1418.70 |
1411.30 |
1418.70 |
-3.60 |
381 |
3,478 |
+82 |
Sep01 |
001212 |
1438.20 |
1438.20 |
1431.10 |
1438.20 |
-3.90 |
190 |
659 |
+20 |
Total Volume and Open Interest |
207,032 |
533,476 |
+7,161 |
S & P 500 E-Mini(Globex) |
Dec00 |
001212 |
1380.50 |
1381.25 |
1355.00 |
1379.00 |
-3.50 |
3,868 |
59,854 |
-3,105 |
Mar01 |
001212 |
1403.00 |
1403.00 |
1390.50 |
1399.25 |
-3.75 |
83,005 |
18,846 |
+2,138 |
Total Volume and Open Interest |
86,873 |
78,700 |
-967 |
NASDAQ 100(CME) |
Dec00 |
001212 |
2955.00 |
2955.00 |
2860.00 |
2869.50 |
-112.00 |
3,481 |
28,871 |
-3,932 |
Mar01 |
001212 |
3000.00 |
3015.00 |
2907.00 |
2920.00 |
-112.50 |
3,852 |
29,385 |
+9,205 |
Jun01 |
001212 |
2970.50 |
2970.50 |
2970.50 |
2970.50 |
-113.00 |
0 |
2 |
+1 |
Total Volume and Open Interest |
7,333 |
58,258 |
+5,274 |
NASDAQ 100 E-Mini(GLOBEX) |
Dec00 |
001212 |
2984.5 |
2984.5 |
2854.5 |
2869.5 |
-112.0 |
3,926 |
5,181 |
-47,379 |
Mar01 |
001212 |
3030.5 |
3033.0 |
2906.5 |
2920.0 |
-112.5 |
75,484 |
18,106 |
+6,001 |
Total Volume and Open Interest |
79,410 |
69,957 |
+57,852 |
NYSE Composite(NYBOT) |
Dec00 |
001212 |
656.50 |
657.75 |
655.50 |
657.00 |
-1.50 |
|
|
|
Mar01 |
001212 |
665.25 |
666.75 |
663.65 |
665.75 |
-1.50 |
|
|
|
Jun01 |
001212 |
674.50 |
674.50 |
674.50 |
674.50 |
-1.50 |
|
|
|
Total Volume and Open Interest |
|
|
|
S & P Midcap 400(CME) |
Dec00 |
001212 |
530.00 |
530.00 |
515.00 |
517.45 |
-16.75 |
6,608 |
10,892 |
-2,052 |
Mar01 |
001212 |
539.00 |
540.00 |
524.00 |
525.50 |
-16.75 |
8,873 |
10,245 |
+3,423 |
Jun01 |
001212 |
532.70 |
532.70 |
532.70 |
532.70 |
-16.75 |
0 |
1 |
+0 |
Total Volume and Open Interest |
15,481 |
21,138 |
+1,371 |
Russell 2000(CME) |
Dec00 |
001212 |
486.00 |
486.00 |
477.00 |
477.15 |
-11.05 |
4,572 |
9,417 |
-1,432 |
Mar01 |
001212 |
494.50 |
494.50 |
483.50 |
483.75 |
-11.00 |
7,169 |
9,593 |
+2,684 |
Jun01 |
001212 |
491.35 |
491.35 |
491.35 |
491.35 |
-11.00 |
|
|
|
Total Volume and Open Interest |
11,741 |
19,010 |
+1,252 |
Value Line(KCBT) |
Dec00 |
001212 |
1124.00 |
1127.00 |
1118.00 |
1119.00 |
-10.00 |
40 |
160 |
-25 |
Total Volume and Open Interest |
62 |
233 |
-24 |
Nikkei 225(CME) |
Mar01 |
001212 |
15115 |
15200 |
15075 |
15130 |
+10 |
1,106 |
13,267 |
+379 |
Jun01 |
001212 |
15120 |
15120 |
15120 |
15120 |
+10 |
0 |
3 |
+0 |
Total Volume and Open Interest |
1,108 |
13,272 |
-10,610 |
Nikkei 225(SIMEX) |
Dec00 |
001207 |
14730 |
14820 |
14630 |
14660 |
-220 |
38,387 |
62,844 |
-10,129 |
Mar01 |
001212 |
15150 |
15300 |
15090 |
15115 |
+10 |
12,034 |
84,991 |
+1,298 |
Jun01 |
001212 |
15095 |
15095 |
15095 |
15095 |
+10 |
0 |
1,641 |
+0 |
Total Volume and Open Interest |
10,314 |
87,727 |
+1,298 |
CAC 40(MATIF) |
Dec00 |
001212 |
6107.0 |
6125.0 |
6030.0 |
6035.0 |
-65.0 |
45,299 |
353,863 |
+7,549 |
Jan01 |
001212 |
6125.5 |
6143.5 |
6085.5 |
6088.5 |
-44.0 |
2,220 |
6,579 |
+1,833 |
Feb01 |
001212 |
6112.5 |
6123.0 |
6100.0 |
6100.0 |
-45.5 |
33 |
64 |
-10 |
Total Volume and Open Interest |
47,576 |
387,222 |
+13,097 |
DAX Index(EUREX) |
Dec00 |
001212 |
6789.0 |
6816.5 |
6733.0 |
6739.0 |
-51.0 |
46,494 |
161,683 |
-4,825 |
Mar01 |
001212 |
6860.0 |
6896.0 |
6814.5 |
6819.5 |
-50.0 |
19,435 |
55,183 |
+11,273 |
Jun01 |
001212 |
6908.5 |
6925.5 |
6887.5 |
6887.5 |
-50.5 |
141 |
9,735 |
-7 |
Total Volume and Open Interest |
66,070 |
226,601 |
+6,441 |
FT-SE 100(LIFFE) |
Dec00 |
001212 |
6364.00 |
6397.50 |
6331.00 |
6392.50 |
+24.50 |
71,693 |
127,587 |
-38,166 |
Mar01 |
001212 |
6410.00 |
6442.50 |
6378.00 |
6439.00 |
+24.50 |
46,077 |
138,117 |
+37,099 |
Jun01 |
001212 |
6504.00 |
6504.00 |
6504.00 |
6504.00 |
+24.50 |
600 |
8,622 |
+319 |
Total Volume and Open Interest |
118,370 |
274,326 |
-748 |
SPI 200(SFE) |
Dec00 |
001212 |
3349.0 |
3352.0 |
3337.0 |
3341.0 |
-4.0 |
12,382 |
153,397 |
+153,397 |
Mar01 |
001212 |
3375.0 |
3380.0 |
3365.0 |
3369.0 |
-2.0 |
280 |
6,974 |
+6,974 |
Jun01 |
001212 |
3395.0 |
3395.0 |
3395.0 |
3395.0 |
-3.0 |
0 |
174 |
+174 |
Total Volume and Open Interest |
12,662 |
160,558 |
+0 |
GSCI(CME) |
Dec00 |
001212 |
253.40 |
253.40 |
246.00 |
249.75 |
-7.55 |
5,546 |
19,675 |
-5,994 |
Jan01 |
001212 |
252.50 |
253.90 |
243.70 |
246.75 |
-6.95 |
5,507 |
15,619 |
+5,388 |
Feb01 |
001212 |
240.00 |
244.50 |
240.00 |
240.00 |
-4.00 |
0 |
16 |
+0 |
Total Volume and Open Interest |
11,053 |
35,310 |
-606 |
Bridge CRB Index(NYBOT) |
Jan01 |
001212 |
230.00 |
230.00 |
228.50 |
228.55 |
-1.70 |
49 |
465 |
+10 |
Feb01 |
001212 |
226.00 |
226.00 |
225.75 |
225.80 |
-1.70 |
8 |
665 |
+4 |
Apr01 |
001212 |
223.25 |
223.25 |
223.25 |
223.25 |
-1.70 |
0 |
310 |
+0 |
Total Volume and Open Interest |
127 |
1,440 |
+14 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|